NYMEX Light Sweet Crude Oil Future February 2016
| Trading Metrics calculated at close of trading on 30-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
36.70 |
37.36 |
0.66 |
1.8% |
35.90 |
| High |
37.94 |
37.40 |
-0.54 |
-1.4% |
38.28 |
| Low |
36.66 |
36.40 |
-0.26 |
-0.7% |
35.35 |
| Close |
37.87 |
36.60 |
-1.27 |
-3.4% |
38.10 |
| Range |
1.28 |
1.00 |
-0.28 |
-21.9% |
2.93 |
| ATR |
1.49 |
1.49 |
0.00 |
-0.1% |
0.00 |
| Volume |
241,945 |
267,912 |
25,967 |
10.7% |
1,180,874 |
|
| Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
39.80 |
39.20 |
37.15 |
|
| R3 |
38.80 |
38.20 |
36.88 |
|
| R2 |
37.80 |
37.80 |
36.78 |
|
| R1 |
37.20 |
37.20 |
36.69 |
37.00 |
| PP |
36.80 |
36.80 |
36.80 |
36.70 |
| S1 |
36.20 |
36.20 |
36.51 |
36.00 |
| S2 |
35.80 |
35.80 |
36.42 |
|
| S3 |
34.80 |
35.20 |
36.33 |
|
| S4 |
33.80 |
34.20 |
36.05 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.03 |
45.00 |
39.71 |
|
| R3 |
43.10 |
42.07 |
38.91 |
|
| R2 |
40.17 |
40.17 |
38.64 |
|
| R1 |
39.14 |
39.14 |
38.37 |
39.66 |
| PP |
37.24 |
37.24 |
37.24 |
37.50 |
| S1 |
36.21 |
36.21 |
37.83 |
36.73 |
| S2 |
34.31 |
34.31 |
37.56 |
|
| S3 |
31.38 |
33.28 |
37.29 |
|
| S4 |
28.45 |
30.35 |
36.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
38.28 |
36.28 |
2.00 |
5.5% |
1.27 |
3.5% |
16% |
False |
False |
262,206 |
| 10 |
38.53 |
35.35 |
3.18 |
8.7% |
1.23 |
3.4% |
39% |
False |
False |
290,718 |
| 20 |
43.37 |
35.35 |
8.02 |
21.9% |
1.55 |
4.2% |
16% |
False |
False |
256,398 |
| 40 |
50.02 |
35.35 |
14.67 |
40.1% |
1.54 |
4.2% |
9% |
False |
False |
164,885 |
| 60 |
52.60 |
35.35 |
17.25 |
47.1% |
1.58 |
4.3% |
7% |
False |
False |
121,455 |
| 80 |
52.60 |
35.35 |
17.25 |
47.1% |
1.60 |
4.4% |
7% |
False |
False |
96,323 |
| 100 |
52.60 |
35.35 |
17.25 |
47.1% |
1.70 |
4.6% |
7% |
False |
False |
81,115 |
| 120 |
56.05 |
35.35 |
20.70 |
56.6% |
1.64 |
4.5% |
6% |
False |
False |
68,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
41.65 |
|
2.618 |
40.02 |
|
1.618 |
39.02 |
|
1.000 |
38.40 |
|
0.618 |
38.02 |
|
HIGH |
37.40 |
|
0.618 |
37.02 |
|
0.500 |
36.90 |
|
0.382 |
36.78 |
|
LOW |
36.40 |
|
0.618 |
35.78 |
|
1.000 |
35.40 |
|
1.618 |
34.78 |
|
2.618 |
33.78 |
|
4.250 |
32.15 |
|
|
| Fisher Pivots for day following 30-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
36.90 |
37.25 |
| PP |
36.80 |
37.03 |
| S1 |
36.70 |
36.82 |
|